Anic Equity¶

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Total return since start: 0.575 %¶

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Equity now: -----------------------------> 48097.83 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46702.94 Kr¶

PnL: ---------------------------------------> -185.63 Kr¶

DD now: ---------------------------------> -1.094 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-17 09:02:10.775707'

Anic Portfolio¶

Today¶

Return: 0.132 %¶

This Week¶

Return: 1.187 %¶

Total¶

Return: 57.46 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 0.120000 2915.500000 279.500000 10.600000 2636.000010
Beijer Electronics Group 26 0.000000 3156.400000 185.400000 6.240000 2971.000006
Corem Property Group B 59 0.600000 690.890000 113.890000 19.740000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -1.920000 450.000000 95.000000 26.760000 355.000000
Boozt 12 2.550000 1737.600000 83.600000 5.050000 1653.999996
FM Mattsson Mora Group B 50 0.000000 2970.000000 43.000000 1.470000 2927.000000
HMS Networks 2 -0.610000 712.800000 39.800000 5.910000 673.000000
Midsona B 63 0.000000 609.210000 26.210000 4.500000 582.999984
Samhällsbyggnadsbo. i Norden D 12 -0.270000 269.280000 23.280000 9.460000 246.000000
Coor Service Management Hold. 8 0.950000 554.800000 22.800000 4.290000 532.000000
Nordea Bank Abp 29 0.230000 3476.520000 22.520000 0.650000 3453.999992
Intrum 4 0.440000 548.200000 21.200000 4.020000 527.000000
OEM International B 7 0.000000 548.800000 20.800000 3.940000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 581.700000 19.700000 3.510000 562.000005
MedCap 2 0.000000 440.000000 19.000000 4.510000 421.000000
Karnov Group 9 0.000000 551.700000 15.700000 2.930000 536.000004
Essity A 4 0.000000 1164.000000 15.000000 1.310000 1149.000000
Resurs Holding 22 0.000000 585.860000 11.860000 2.070000 573.999998
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 0.000000 553.920000 10.920000 2.010000 543.000000
AcadeMedia 12 0.430000 566.400000 9.400000 1.690000 557.000004
Essity B 2 -0.140000 582.000000 8.000000 1.390000 574.000000
CTEK 13 0.050000 541.840000 7.840000 1.470000 533.999999
Handelsbanken A 5 -0.140000 548.750000 2.750000 0.500000 546.000000
Swedbank A 3 0.290000 565.500000 1.500000 0.270000 564.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Securitas B 6 0.000000 570.120000 0.120000 0.020000 570.000000
SAAB B 8 -0.050000 3329.600000 -47.400000 -1.400000 3377.000000
International Petroleum Corp. 5 0.090000 535.500000 -59.070000 -9.930000 594.565215
Sampo Oyj SDB 7 -0.090000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 0.000000 549.940000 -63.060000 -10.290000 612.999432
OX2 18 -0.540000 1494.900000 -169.100000 -10.160000 1663.999992
Axfood 13 -0.220000 3572.400000 -183.600000 -4.890000 3756.000001
Ovzon 52 0.000000 3010.800000 -351.200000 -10.450000 3361.999992
Fasadgruppen Group 35 0.000000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46686.230000 -202.340000 -1.12846% 46888.564618

Updated:¶

'2023-01-17 09:01:11.303102'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶